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Fay Wray teamed with Ralph Bellamy for the first of five films in the undersea adventure Below the Sea (1933) which is distinguished by its sly pre-Code humor and sexuality. At the same time as this release, Wray's fresh and appealing brand of sexiness, given full rein before Hollywood's Production Code brought more stringent self-censorship to the industry, was also on display on theatre screens in her best-known role as Ann Darrow in King Kong (1933). But these were only two of eleven movie appearances in a very busy year for Wray, a period that saw her take on the horrors of The Vampire Bat and Mystery of the Wax Museum, as well as the romantic comedy of One Sunday Afternoon (remade in 1941 as The Strawberry Blonde with Rita Hayworth in the role created by Wray).

In Below the Sea Wray plays a wealthy heiress and aspiring scientific explorer who finances an oceanographic expedition that is redirected by a former German Navy officer into a hunt for lost gold in a sunken German U-Boat. The actress exudes an undeniable sex appeal opposite leading man Bellamy, best known in the 1930s as the rich but mild-mannered and none-too-exciting "other man" in romantic comedies, such as The Awful Truth (1937), the Fred Astaire-Ginger Rogers musical Carefree (1938) and His Girl Friday (1940). Here he displays another side of his persona as a gruff deep-sea diver, displaying his physical prowess in action sequences such as an underwater battle to the death with a killer octopus. The versatile and well-liked actor went on to a long and distinguished career taking on a wide range of roles, up to his last appearance, well into his 80s, in Pretty Woman (1990). He was honored by his peers in 1987 with an honorary Academy Award.

In her 1989 autobiography On the Other Hand, Wray recounted an amusing story about the production of Below the Sea. For a romantic shipboard scene between Wray and Bellamy, director Albert Rogell thought it would be more pictorially interesting if seagulls appeared in the background. He had a crew member strew crumbs along the rail behind the actors to attract the birds, but the gulls swooped down immediately and snatched all the food before the cameras were rolling. Second take, same problem. Wray said that the frustrated Rogell then shouted for the wild birds to be directed to fly through "one at a time" - as if that were possible.

Reportedly, there was some underwater footage shot in the early two-color Technicolor process for Below the Sea, but none of it was included in the release print. Even without this scene, Joseph Walker's cinematography reaped praise from reviewers of the day, who also noted the skillful blending of comedy, romance, melodrama and adventure. Although mostly unknown to audiences today, Below the Sea was a hit for Columbia when first released.